A proximal point algorithm for the monotone second-order cone complementarity problem

Jia Wu, Jein Shan Chen*

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

3 引文 斯高帕斯(Scopus)

摘要

This paper is devoted to the study of the proximal point algorithm for solving monotone second-order cone complementarity problems. The proximal point algorithm is to generate a sequence by solving subproblems that are regularizations of the original problem. After given an appropriate criterion for approximate solutions of subproblems by adopting a merit function, the proximal point algorithm is verified to have global and superlinear convergence properties. For the purpose of solving the subproblems efficiently, we introduce a generalized Newton method and show that only one Newton step is eventually needed to obtain a desired approximate solution that approximately satisfies the appropriate criterion under mild conditions. Numerical comparisons are also made with the derivative-free descent method used by Pan and Chen (Optimization 59:1173-1197, 2010), which confirm the theoretical results and the effectiveness of the algorithm.

原文英語
頁(從 - 到)1037-1063
頁數27
期刊Computational Optimization and Applications
51
發行號3
DOIs
出版狀態已發佈 - 2012 四月

ASJC Scopus subject areas

  • 控制和優化
  • 計算數學
  • 應用數學

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